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Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
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Asymmetric information, volatility components and the volume-volatility relationship for the CAC40 stocks
Slim, Skander; Dahmene, Meriam - In: Global finance journal 29 (2016), pp. 70-84
Persistent link: https://www.econbiz.de/10011714574
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Stock returns and economic forces : an empirical investigation of Chinese markets
Chen, Xiaoyu; Chiang, Thomas C. - In: Global finance journal 30 (2016), pp. 45-65
Persistent link: https://www.econbiz.de/10011714620
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The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility
Chuang, Wen-i; Liu, Hsiang-hsi; Susmel, Rauli - In: Global finance journal 23 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009631295
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Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis
Kuttu, Saint - In: Global finance journal 25 (2014) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10010400989
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The return volatility of cryptocurrencies during the COVID-19 pandemic : assessing the news effect
Salisu, Afees A.; Ogbonna, Ahamuefula E. - In: Global finance journal 54 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013470111
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Co-movement of international copper prices, China's economic activity, and stock returns : Structural breaks and volatility dynamics
Guo, Jin - In: Global finance journal 36 (2018), pp. 62-77
Persistent link: https://www.econbiz.de/10012125016
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Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
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Range-based and GARCH volatility estimation : evidence from the French asset market
Benlagha, Noureddine; Chargui, Sana - In: Global finance journal 32 (2017), pp. 149-165
Persistent link: https://www.econbiz.de/10011802868
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Volatility linkage across global equity markets
Ding, Liang; Huang, Yirong; Pu, Xiaoling - In: Global finance journal 25 (2014) 2, pp. 71-89
Persistent link: https://www.econbiz.de/10010400986